A number of standard optimization functions for R along with sampling methods. There is a unified interface to sampling the functions. One can run sample.func("rosenbrok", n=250, k=5, method="lhs.sampling")
to get a 250 sample Latin hypercube in 5D of the rosenbrock function.
The following multi-D scalar functions are implemented. They are all defined on an arbitrary number of inputs.
The following sampling methods are supported with their internal names in parenthesis. With the exception of hexagonal.sample
these are all defined on an arbitrary number of dimensions.
lh.sample
)random.sample
)cartesian.sample
)hexagonal.sample
)torus.sample
)sobol.sample
)halton.sample
)